+126.1%
AMD vs ROP
+8.8%
+117.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.9% |
| 7D | +44.7% | -2.7% | +47.4% | +42.0% |
| 30D | -3.3% | +29.7% | -33.1% | +20.0% |
| 3M | +21.2% | +21.2% | 0.0% | +44.0% |
| 6M | +30.6% | +48.3% | -17.7% | +76.5% |
| YTD | +173.3% | +8.4% | +164.9% | +215.1% |
| 1Y | +126.1% | +6.0% | +120.1% | +160.8% |
| All | +126.1% | +8.8% | +117.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling